Last price paid | 0.09 | |
Change | +12.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -56.82% |
Year to date (YTD) | n.a. |
1 month | -68.97% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 71.49 |
Premium | 0.03% |
Premium p.a. | 0.28% |
Leverage | 18.32 |
Implied volatility | 0.20 |
ISIN | CH1305139334 |
Symbol | MBGNZZ |
Security | 130513933 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 3.32% |
Premium p.a. | 27.50% |
Leverage | 35.92 |
Implied volatility | 20.34% |
Moneyness | out-of-the-money |
Leverage | 18.3235 |
Delta | 0.5101 |
Gamma | 0.0041 |
Theta | -0.0013 |
Rho | 0.0020 |
Vega | 0.0047 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 71.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.80 |
SONOVA HLDG N | 290.80 |
Sika AG | 281.80 |
KUEHNE & NAGEL | 250.00 |
ROCHE GS | 226.80 |
Name | Price |
---|---|
Compagnie Financi... | 134.80 |
Givaudan | 4'049.00 |
Nestlé SA | 94.32 |
Holcim | 78.20 |
NOVARTIS N | 93.32 |